SetAsync not working on playerremoving?

Check out https://developer.roblox.com/en-us/api-reference/function/DataModel/BindToClose - you want to make sure that when the last player leaves a server, that the server won't close without first saving their data.

If you intend to do the final save in PlayerRemoving instead of BindToClose as the link above shows, you will still need a BindToClose that waits until all saving is complete - the easiest way is to use a variable to keep track of how many threads are still saving and wait() until that's done:

local savingThreads = 0

game.Players.PlayerRemoving:Connect(function(Player)
    savingThreads += 1
    -- rest of your function here
    savingThreads -= 1
end)
game:BindToClose(function()
    repeat
        wait()
    until savingThreads == 0
end)

Tips:

• There's no point in using WaitForChild because the moment your script yields [waits], the player will be gone. Those values should be there anyway, so it should be safe to simply access them directly (ex, local leaderstats = Player.sidestats.leaderstats)
• You should save all your values for the same player in a table to prevent it costing you too many requests (since you only get so many per minutes, based on the number of players in the server, see https://developer.roblox.com/en-us/articles/Datastore-Errors)

I figured it out. It was due to me running it in studio

game:BindToClose(function()
    if RunService:IsStudio() then 
        wait(3)  
    end
end)

I added this and it works now.